What do you have to say to the Russian people in the event of your death? Filmmaker Daniel Roher (“Once Were Brothers: Robbie Robertson and the Band,”) asks his subject, political Russian dissident, Alexei Navalny, at the beginning of his engrossing new doc “Navalny.” “C’mon,” Navalny scoffs, dismissively, as if highly attuned to Roher’s “gotcha” question he could frame posthumously in the case of the political agitator’s untimely death.